+157.0%
MKSI vs MCO
+0.4%
+156.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +3.5% |
| 7D | +1.8% | -4.2% | +5.9% | +0.4% |
| 30D | -16.8% | +2.2% | -19.0% | -16.1% |
| 3M | -21.1% | +10.1% | -31.2% | -18.6% |
| 6M | +10.8% | +5.3% | +5.6% | +13.6% |
| YTD | +63.3% | -2.7% | +66.1% | +68.8% |
| 1Y | +157.0% | -0.4% | +157.4% | +168.5% |
| All | +157.0% | +0.4% | +156.6% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling